CME Australian Dollar Future December 2023
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
0.6333 |
0.6347 |
0.0014 |
0.2% |
0.6326 |
| High |
0.6379 |
0.6395 |
0.0016 |
0.2% |
0.6412 |
| Low |
0.6333 |
0.6343 |
0.0010 |
0.2% |
0.6281 |
| Close |
0.6346 |
0.6386 |
0.0041 |
0.6% |
0.6346 |
| Range |
0.0046 |
0.0052 |
0.0006 |
13.0% |
0.0131 |
| ATR |
0.0061 |
0.0061 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
95,858 |
84,295 |
-11,563 |
-12.1% |
552,083 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6530 |
0.6510 |
0.6415 |
|
| R3 |
0.6478 |
0.6458 |
0.6400 |
|
| R2 |
0.6426 |
0.6426 |
0.6396 |
|
| R1 |
0.6406 |
0.6406 |
0.6391 |
0.6416 |
| PP |
0.6374 |
0.6374 |
0.6374 |
0.6379 |
| S1 |
0.6354 |
0.6354 |
0.6381 |
0.6364 |
| S2 |
0.6322 |
0.6322 |
0.6376 |
|
| S3 |
0.6270 |
0.6302 |
0.6372 |
|
| S4 |
0.6218 |
0.6250 |
0.6357 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.6739 |
0.6673 |
0.6418 |
|
| R3 |
0.6608 |
0.6542 |
0.6382 |
|
| R2 |
0.6477 |
0.6477 |
0.6370 |
|
| R1 |
0.6411 |
0.6411 |
0.6358 |
0.6444 |
| PP |
0.6346 |
0.6346 |
0.6346 |
0.6362 |
| S1 |
0.6280 |
0.6280 |
0.6333 |
0.6313 |
| S2 |
0.6215 |
0.6215 |
0.6321 |
|
| S3 |
0.6084 |
0.6149 |
0.6309 |
|
| S4 |
0.5953 |
0.6018 |
0.6273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.6412 |
0.6281 |
0.0131 |
2.1% |
0.0060 |
0.9% |
81% |
False |
False |
109,315 |
| 10 |
0.6412 |
0.6281 |
0.0131 |
2.1% |
0.0056 |
0.9% |
81% |
False |
False |
101,017 |
| 20 |
0.6461 |
0.6281 |
0.0181 |
2.8% |
0.0062 |
1.0% |
58% |
False |
False |
106,800 |
| 40 |
0.6531 |
0.6281 |
0.0250 |
3.9% |
0.0060 |
0.9% |
42% |
False |
False |
96,867 |
| 60 |
0.6642 |
0.6281 |
0.0362 |
5.7% |
0.0060 |
0.9% |
29% |
False |
False |
64,751 |
| 80 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0062 |
1.0% |
16% |
False |
False |
48,621 |
| 100 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0061 |
1.0% |
16% |
False |
False |
38,916 |
| 120 |
0.6928 |
0.6281 |
0.0647 |
10.1% |
0.0055 |
0.9% |
16% |
False |
False |
32,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.6616 |
|
2.618 |
0.6531 |
|
1.618 |
0.6479 |
|
1.000 |
0.6447 |
|
0.618 |
0.6427 |
|
HIGH |
0.6395 |
|
0.618 |
0.6375 |
|
0.500 |
0.6369 |
|
0.382 |
0.6362 |
|
LOW |
0.6343 |
|
0.618 |
0.6310 |
|
1.000 |
0.6291 |
|
1.618 |
0.6258 |
|
2.618 |
0.6206 |
|
4.250 |
0.6122 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
0.6380 |
0.6370 |
| PP |
0.6374 |
0.6354 |
| S1 |
0.6369 |
0.6338 |
|